The Messenger of Allah ﷺ said, "Supplication made between the adhan and the iqamah is not rejected, so make supplication."
قال رسول الله ﷺ: إن الدعاء لا يرد بين الأذان والإقامة فادعوا.
It was narrated by Abu Dawud (521), Tirmidhi (212, 3594), and Nasai in Al-Yawm wal-Laylah (68, 69, 70), and Ahmad (12584, 13357), and Ibn Khuzayma graded it sahih (425-427), and Ibn Hibban (1696), all of them through various chains from Anas bin Malik, who then mentioned it. It is a hasan hadith, documented in the Book of Prayer.In another narration, "So what should we say, Messenger of Allah?" He said, "Ask Allah for well-being in this world and the next." This addition is something that one of the narrators related alone, without the others.